Yes, the issue is likely file location. I put most of my games in Programs (x) 86 or the Games Folder off the C: drive, but a unique folder works, too.
Two ways to run as admin, assuming windows Vista, 7 or 8, right click and select run as admin or open file properties and set to run as admin. In the newer windows versions you do not have full rights, so some game functions are not allowed.
It will be worth it. You will have a happy game and a happy time playing. No matter the version of the dvd, just update to 1.10e
If you click on lodilefty links at the bottom of his forum posts it always has the latest update.
I always save the latest update in the same folder as the game. That way if I buy a new computer or need to reinstall I know right where it is.